+265.7%
ELF vs IDXX
+347.1%
-81.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -11.6% | -5.7% | -5.9% | -9.4% |
| 30D | +4.6% | -11.5% | +16.2% | +10.0% |
| 3M | +59.7% | -9.5% | +69.2% | +66.4% |
| 6M | +21.2% | -16.0% | +37.2% | +30.0% |
| YTD | +27.4% | -25.4% | +52.8% | +43.1% |
| 1Y | -29.8% | -21.8% | -8.0% | -23.2% |
| 3Y | -28.5% | +7.0% | -35.5% | -33.5% |
| 5Y | +220.0% | -26.0% | +246.0% | +231.7% |
| All | +265.7% | +347.1% | -81.4% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling